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A Stochastic Investment Model for Actuarial Use
predetermined proportions. This is the least "dynamic" strategy that one might adopt. The next step ... experience of each simulation, can be described as a "dynamic investment strategy". As can be seen from the ...- Authors: A D Wilkie
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Arithmetic of Option Pricing
Arithmetic of Option Pricing This teaching session will examine option-pricing techniques, binomial ... replication. It turns out that we need to do a dynamic replication so that we work our way through this ...- Authors: Joseph Koltisko, Craig Merrill
- Date: Apr 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments
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LIFE INSURANCE COMPANY INVESTMENTS
LIFE INSURANCE COMPANY INVESTMENTS This guide lists literature sources that an actuary can use to ... Oxford University Pres, 1990. 30. Duffie, D. Dynamic Asset Pricing Theory. Princeton 32. Ingersoll ...- Authors: Society of Actuaries
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investments
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Nonparallel Yield Curve Shifts and Convexity
price to A(0)? (4) All arguments ignore the time dynamic: What is the relationship be- tween Ai and At ... classical models, "[a]ll arguments ignore the time dynamic." This is one of his reasons for introducing a ...- Authors: Robert Reitano
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments
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Monitoring Investment Performance Of A Life Insurance Company
Monitoring Investment Performance Of A Life Insurance Company This session from the 1984 SOA ... for managing the portfolio_ Since you have a dynamic liabil- ity, you always have an option of increasing ...- Authors: Catherine B Husman, Kent L Meyers, R Stephen Radcliffe, Robert H Stapleford, Stanley B Tulin
- Date: May 1984
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments
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Asset Management for an Insurance Company
Asset Management for an Insurance Company This discussion is on asset management for an insurance ... reduced and the entire process will be much more dynamic than in the past. There are, of course, other ...- Authors: Steven Eisenberg, Raymond J Nacin, Stanley B Tulin
- Date: Oct 1981
- Competency: Leadership>Thought leadership; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Investment strategy - Annuities; Finance & Investments>Asset allocation; Finance & Investments>Investment policy; Finance & Investments>Investments; Life Insurance>Investment strategy - Life Insurance
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Investment Policy In A Changing Economy
Investment Policy In A Changing Economy This panel discussion presented at the April 1976 ... balance sheet. It is also necessary to take a dynamic view of the future and to recognize that work forces ...- Authors: Donald D Cody, William A Dreher, Irwin T Vanderhoof, Allan B. Roby
- Date: Apr 1976
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment policy; Finance & Investments>Investments
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Playing The Market
Playing The Market Reviews book entitled An Introduction to Risk and Return from Common Stocks ... Administration at Bergen read a paper on the “Dynamic Aspects of Decisions Under Uncertainty.” Professor ...- Authors: Charles L. Trowbridge
- Date: Jan 1970
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Investments